Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 647.728427 663.420305 678.857044 695.181332 711.949464 728.666835 746.589639
2026-01-25 627.879140 650.972801 673.999574 698.681451 724.386933 750.368341 778.613436
2026-02-01 613.552538 641.778541 670.200569 700.967378 733.335620 766.382064 802.677473
2026-02-08 602.313405 634.665558 667.508980 703.354677 741.385092 780.539853 823.914172
2026-02-15 592.020146 627.819553 664.421547 704.656323 747.658783 792.259483 842.039500
2026-02-22 583.208767 622.033996 661.983639 706.182013 753.735176 803.384243 859.176804
2026-03-01 574.844100 616.332390 659.271688 707.058374 758.785682 813.122833 874.566119
2026-03-08 566.519554 610.353464 655.965438 707.004094 762.563664 821.257274 888.013093
2026-03-15 560.222409 606.320690 654.532502 708.758062 768.101191 831.127180 903.204824
2026-03-22 553.132126 601.204800 651.720960 708.812932 771.605726 838.631189 915.679971
2026-03-29 548.026171 598.085319 650.928257 710.925982 777.230923 848.346767 930.504222
2026-04-05 543.969086 595.975327 651.112761 713.993019 783.803008 859.025173 946.342058
2026-04-12 539.233360 593.010053 650.264020 715.837299 788.960512 868.105918 960.402249
2026-04-19 536.032707 591.640502 651.085139 719.450072 796.015454 879.247766 976.747683
2026-04-26 532.160358 589.417592 650.864272 721.812959 801.601143 888.700032 991.171584
2026-05-03 528.571430 587.417197 650.806715 724.280443 807.239576 898.167327 1005.593249
2026-05-10 524.391183 584.661411 649.820789 725.625830 811.547911 906.091623 1018.242865
2026-05-17 520.554852 582.210439 649.102173 727.202802 816.059385 914.204277 1031.087576
2026-05-24 516.427970 579.351686 647.851612 728.108626 819.750813 921.346058 1042.802534
2026-05-31 511.814666 575.862950 645.816377 728.052520 822.285202 927.125645 1052.927665
2026-06-07 508.605788 573.909614 645.465628 729.865470 826.913787 935.268237 1065.765008
2026-06-14 504.363331 570.708688 643.632926 729.922185 829.475779 941.006285 1075.805254
2026-06-21 501.646586 569.203337 643.689059 732.106318 834.454813 949.505042 1089.049468